We have now an hudson job that build images with RPackage integrated and that run all the tests in the image:
https://pharo-ic.lille.inria.fr/hudson/view/Pharo-TaskForces/job/Pharo%20RPackage%20All%20Tests/ Feel free to use it and report any problem. See also: http://code.google.com/p/pharo/issues/detail?id=3609&q=RPackage&colspec=ID%20Type%20Status%20Summary%20Milestone%20Difficulty
